Logo Lanfrica
  • Accueil
  • Atlas
  • Analyses
  • Documentation
  • Sign in

© 2026 Lanfrica. Tous droits réservés. Tous les droits d'auteur des ressources affichées sur le site Web Lanfrica appartiennent aux détenteurs de droits d'auteur d'origine, sauf indication contraire explicite.

Portfolio size and diversification on the JSE and ASX

Domaine:

socioeconomic

Type de record:

dataset
Créateur:
M WA WColSin
Hôte:avatar
Increasing the size of a portfolio of shares reduces the variability of its returns. Whilst studies over the period 1992 to 1998 have investigated the relationship between portfolio size and risk on the JSE, the gains from diversification in South Africa have not been compared to those of another economy. This study estimates diversification benefits using the Wagner and Lau method and compares results for Australian and South African data. Overall the benefits of diversification appear to be similar across the two economies. In addition, the benefits of diversification within South Africa are greater now than they were in the late 1980s and early 1990s.

Visit

figshare.com

Tags

Financial economicsDiversificationPortfolio Size

Licenses

All rights reserved

Similaires

Cointegration of Stock Prices and Domestic Portfolio Diversification Opportunities: Evidence from the Ghana Stock ExchangeDynamic Portfolio Optimization with Diversification Analysis and Asset Selection Amidst High Correlation Using Cryptocurrencies and Bank EquitiesCorporate Diversification and Financial Performance of Listed Firms in Kenya: Does Firm Size Matter?PORTFOLIO DIVERSIFICATION OPPORTUNITIES FOR NIGERIA’S ISLAMIC (SHARIAH) STOCK INVESTORS WITH THEIR MAJOR TRADING PARTNERSSlow and steady wins the race: Diversification rate is independent from body size and lifestyle in Malagasy skinks (Squamata: Scincidae: Scincinae)The impact of power shortages on the financial performance of selected South African manufacturing firms listed on the JSE

Cointegration of Stock Prices and Domestic Portfolio Diversification Opportunities: Evidence from the Ghana Stock Exchange

This paper employed Engle-Granger test of cointegration and the Bound Test to explore potential dome

Dynamic Portfolio Optimization with Diversification Analysis and Asset Selection Amidst High Correlation Using Cryptocurrencies and Bank Equities

There has been growing interest among investors to include cryptocurrencies in their portfolios beca

Corporate Diversification and Financial Performance of Listed Firms in Kenya: Does Firm Size Matter?

Purpose: The study tested the hypothesis about the relationship between corporate diversification an

PORTFOLIO DIVERSIFICATION OPPORTUNITIES FOR NIGERIA’S ISLAMIC (SHARIAH) STOCK INVESTORS WITH THEIR MAJOR TRADING PARTNERS

This paper investigates potential diversification opportunities for Nigeria’s Islamic stock investor

Slow and steady wins the race: Diversification rate is independent from body size and lifestyle in Malagasy skinks (Squamata: Scincidae: Scincinae)

Most of the unique and diverse vertebrate fauna that inhabits Madagascar derives from in situ divers

The impact of power shortages on the financial performance of selected South African manufacturing firms listed on the JSE

For the past 16 years, Eskom has been struggling to supply constant power to consumers, with frequen